Semidefinite programming approaches for bounding Asian option prices
Georgios V. Dalakouras, Roy H. Kwon, and Panos M. Pardalos
| Year of publication: |
2008
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|---|---|
| Authors: | Dalakouras, Georgios V. ; Kwon, Roy H. ; Pardalos, Panos M. |
| Published in: |
Computational methods in financial engineering : essays in honour of Manfred Gilli. - Berlin : Springer, ISBN 3-540-77957-4. - 2008, p. 103-116
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| Subject: | Optionspreistheorie | Option pricing theory | Nichtlineare Optimierung | Nonlinear programming | Börsenkurs | Share price | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003669466